XDWT.L vs. XZEW.DE
XDWT.L (Xtrackers MSCI World Information Technology UCITS ETF 1C) and XZEW.DE (Xtrackers S&P 500 Equal Weight ESG UCITS ETF 1C) are both exchange-traded funds - XDWT.L is a Technology Equities fund tracking the MSCI World/Information Tech NR USD, while XZEW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight ESG. Both are passively managed. Over the past 3 years, XDWT.L returned 32.85%/yr vs 15.73%/yr for XZEW.DE. At a 0.46 correlation, their price movements are largely independent. XDWT.L charges 0.25%/yr vs 0.17%/yr for XZEW.DE.
Performance
XDWT.L vs. XZEW.DE - Performance Comparison
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Different Trading Currencies
XDWT.L is traded in USD, while XZEW.DE is traded in EUR. To make them comparable, the XZEW.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, XDWT.L achieves a 24.10% return, which is significantly higher than XZEW.DE's 9.51% return.
XDWT.L
- 1D
- -1.87%
- 1M
- 13.92%
- YTD
- 24.10%
- 6M
- 23.59%
- 1Y
- 51.40%
- 3Y*
- 32.85%
- 5Y*
- 21.37%
- 10Y*
- 24.28%
XZEW.DE
- 1D
- 0.50%
- 1M
- 4.03%
- YTD
- 9.51%
- 6M
- 11.68%
- 1Y
- 23.84%
- 3Y*
- 15.73%
- 5Y*
- —
- 10Y*
- —
XDWT.L vs. XZEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XDWT.L Xtrackers MSCI World Information Technology UCITS ETF 1C | 24.10% | 22.42% | 33.90% | 54.82% | -6.15% |
XZEW.DE Xtrackers S&P 500 Equal Weight ESG UCITS ETF 1C | 9.51% | 14.13% | 11.27% | 14.12% | -2.12% |
Correlation
The correlation between XDWT.L and XZEW.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2022 | 0.46 |
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Return for Risk
XDWT.L vs. XZEW.DE — Risk / Return Rank
XDWT.L
XZEW.DE
XDWT.L vs. XZEW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.L) and Xtrackers S&P 500 Equal Weight ESG UCITS ETF 1C (XZEW.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| XDWT.L | XZEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.35 | ||
| Sortino ratioReturn per unit of downside risk | +0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.38 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.03 | 3.49 | -0.46 |
| Martin ratioReturn relative to average drawdown | 9.02 | 12.16 | -3.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XDWT.L | XZEW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.51 | 2.16 | +0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.11 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.11 | 0.95 | +0.16 |
Drawdowns
XDWT.L vs. XZEW.DE - Drawdown Comparison
The maximum XDWT.L drawdown since its inception was -35.99%, which is greater than XZEW.DE's maximum drawdown of -20.83%. Use the drawdown chart below to compare losses from any high point for XDWT.L and XZEW.DE.
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Drawdown Indicators
| XDWT.L | XZEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.99% | -20.83% | -15.16% |
Max Drawdown (1Y)Largest decline over 1 year | -16.86% | -6.80% | -10.06% |
Max Drawdown (3Y)Largest decline over 3 years | -26.10% | -20.83% | -5.27% |
Max Drawdown (5Y)Largest decline over 5 years | -35.99% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.99% | — | — |
Current DrawdownCurrent decline from peak | -2.66% | 0.00% | -2.66% |
Average DrawdownAverage peak-to-trough decline | -6.41% | -3.40% | -3.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.68% | 1.96% | +3.72% |
Volatility
XDWT.L vs. XZEW.DE - Volatility Comparison
Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.L) has a higher volatility of 7.39% compared to Xtrackers S&P 500 Equal Weight ESG UCITS ETF 1C (XZEW.DE) at 2.28%. This indicates that XDWT.L's price experiences larger fluctuations and is considered to be riskier than XZEW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDWT.L | XZEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.39% | 2.28% | +5.11% |
Volatility (6M)Calculated over the trailing 6-month period | 15.71% | 7.31% | +8.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.39% | 11.02% | +9.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.62% | 14.11% | +9.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.09% | 14.11% | +7.98% |
XDWT.L vs. XZEW.DE - Expense Ratio Comparison
XDWT.L has a 0.25% expense ratio, which is higher than XZEW.DE's 0.17% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XDWT.L vs. XZEW.DE - Dividend Comparison
Neither XDWT.L nor XZEW.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWT.L and XZEW.DE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XZEW.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XZEW.DE is cheaper with a 0.17% expense ratio, compared with 0.25% for XDWT.L.
XDWT.L is categorized as Technology Equities, while XZEW.DE is S&P 500. XDWT.L tracks MSCI World/Information Tech NR USD, while XZEW.DE tracks S&P 500 Equal Weight ESG. Their fees differ too: 0.25% for XDWT.L and 0.17% for XZEW.DE.
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